Loading, please wait...
:

product description page

Portfolio Analytics : An Introduction to Return and Risk Measurement (Hardcover) (Wolfgang Marty)

Portfolio Analytics : An Introduction to Return and Risk Measurement (Hardcover) (Wolfgang Marty) - image 1 of 1

About this item

This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios. As a conclusion, the book provides the reader with all the essential aspects of investment controlling.
Genre: Business + Money Management, Mathematics
Sub-Genre: Applied, Economics / Macroeconomics, Finance
Series Title: Springer Texts in Business and Economics
Format: Hardcover
Publisher: Springer Verlag
Author: Wolfgang Marty
Language: English
Street Date: October 16, 2015
TCIN: 50602921
UPC: 9783319198118
Item Number (DPCI): 248-08-7830
If the item details above aren’t accurate or complete, we want to know about it. Report incorrect product info.

Guest reviews

Prices, promotions, styles and availability may vary by store & online. See our price match guarantee. See how a store is chosen for you.